VWAP with Upper and Lowerbands

using cAlgo.API;
using cAlgo.API.Indicators;
using System;

namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC)]
    public class VWAPIndicator : Indicator
    {
        [Output("VWAP", LineColor = "Blue")]
        public IndicatorDataSeries VWAP { get; set; }

        [Output("UpperBand1", LineColor = "Green")]
        public IndicatorDataSeries UpperBand1 { get; set; }

        [Output("LowerBand1", LineColor = "Green")]
        public IndicatorDataSeries LowerBand1 { get; set; }
        
        [Output("LowerBand2", LineColor = "Olive")]
        public IndicatorDataSeries LowerBand2 { get; set; }
        
        [Output("UpperBand2", LineColor = "Olive")]
        public IndicatorDataSeries UpperBand2 { get; set; }
        
        [Output("LowerBand3", LineColor = "Teal")]
        public IndicatorDataSeries LowerBand3 { get; set; }
        
        [Output("UpperBand3", LineColor = "Teal")]
        public IndicatorDataSeries UpperBand3 { get; set; }
      

        private double cumulativeTradedValue;
        private double cumulativeVolume;
        private double cumulativeTPVDev;

        public override void Calculate(int index)
        {
            // Reset cumulative values at the start of each new day
            if (index > 0 && MarketSeries.OpenTime[index].Date != MarketSeries.OpenTime[index - 1].Date)
            {
                cumulativeTradedValue = 0;
                cumulativeVolume = 0;
                cumulativeTPVDev = 0;
            }

            double high = MarketSeries.High[index];
            double low = MarketSeries.Low[index];
            double close = MarketSeries.Close[index];
            double volume = MarketSeries.TickVolume[index];

            double tp = (high + low + close) / 3;
            double tradedValue = tp * volume;

            cumulativeTradedValue += tradedValue;
            cumulativeVolume += volume;

            VWAP[index] = cumulativeTradedValue / cumulativeVolume;

            double typPriceDev = (close - VWAP[index]) * (close - VWAP[index]);
            double tpvDev = typPriceDev * volume;

            cumulativeTPVDev += tpvDev;

            double vwapStdDev = Double.IsNaN(cumulativeTPVDev / cumulativeVolume) ? 0 : Math.Sqrt(cumulativeTPVDev / cumulativeVolume);

            UpperBand1[index] = VWAP[index] + vwapStdDev;
            LowerBand1[index] = VWAP[index] - vwapStdDev;
            UpperBand2[index] = VWAP[index] + (2*vwapStdDev);
            LowerBand2[index] = VWAP[index] - (2*vwapStdDev);
            UpperBand3[index] = VWAP[index] + (3*vwapStdDev);
            LowerBand3[index] = VWAP[index] - (3*vwapStdDev);
        }
    }
}